//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The American journal of economics and sociology"
~person:"Linton, Oliver"
~person:"Wang, Qiying"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
25
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Estimation theory
12
Schätztheorie
12
Theorie
10
Theory
10
Regression analysis
7
Regressionsanalyse
7
Estimation
6
Schätzung
6
Forecasting model
5
Börsenkurs
4
Share price
4
Aktienmarkt
3
Capital income
3
Cointegration
3
Kapitaleinkommen
3
Kointegration
3
Stock market
3
Volatility
3
Volatilität
3
Autocorrelation
2
Autokorrelation
2
Core
2
Dependence
2
Efficiency
2
Factor analysis
2
Faktorenanalyse
2
Kernel estimator
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Nichtlineare Regression
2
Non-stationarity
2
Nonlinear regression
2
Panel
2
Panel study
2
more ...
less ...
Online availability
All
Free
23
Type of publication
All
Book / Working Paper
25
Type of publication (narrower categories)
All
Graue Literatur
21
Non-commercial literature
21
Arbeitspapier
15
Working Paper
15
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
25
Author
All
Linton, Oliver
Wang, Qiying
Phillips, Peter C. B.
83
Harvey, Andrew C.
19
Chen, Xiaohong
14
Härdle, Wolfgang
12
Pesaran, M. Hashem
12
Gil-Alaña, Luis A.
11
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Lieberman, Offer
6
Xiao, Zhijie
6
Yu, Jun
6
Breitung, Jörg
5
Gao, Jiti
5
Li, Degui
5
Magdalinos, Tassos
5
Sun, Yixiao
5
Andrews, Donald W. K.
4
Chernozhukov, Victor
4
Lanne, Markku
4
Liao, Zhipeng
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Spokojnyj, Vladimir G.
4
Timmermann, Allan
4
Tschernig, Rolf
4
Busetti, Fabio
3
Candelon, Bertrand
3
Chen, Jia
3
Jin, Sainan
3
Kleinow, Torsten
3
Smith, Richard J.
3
Thiele, Stephen
3
Wang, Chen
3
Wang, Weining
3
Yang, Lijian
3
Yi, Yanping
3
Bailey, Natalia
2
more ...
less ...
Institution
All
Centre for Microdata Methods and Practice <London>
1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International economic review
Janeway Institute working paper series
The American journal of economics and sociology
Journal of econometrics
16
Econometric theory
9
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Cowles Foundation Discussion Paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper series / LSE Financial Markets Group
2
CEA_372Cass working paper series
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
School of Economics working papers / The University of Adelaide, School of Economics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
2
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
5
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
6
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
7
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->